I started a warrior first. then cleric. then rogue.
I think rogue is the funnest.
can tank / support / melee or range dps.

^ ^

Cleric

Cleric, hands down.

Rogue... Many MANY reasons. One, can sneak around, quickly gather resources/get objectives in assassin role. Two, can go DPS, bard is amazing support role, and can make a halfway decent tank. Many reasons that versatility is good, especially when thinking of dungeon queue's. Three, they're fun to play. Four, easy to catch on and make decent builds, even without knowing a whole lot about the game.

Recommended starter roles; Saboteur for DPS/PVP, Bard for support, and Assassin for PVP/gathering/getting around areas you probably shouldn't be in yet.

halfway decent tank? are you fucking kidding? rogues are the best tanks for 90% of the bosses in raids. rogues are excellent tanks.

For starting out nothing is worse for a healer than getting a dungeon with a random rogue tank...

Clerics are good tanks, can heal I guess.. personally prefer mage heals (until later levels at least) but I would pick this or warrior because you can queue almost instantly as a tank...

Well, majority of wipes I've encountered (due to improper tanking) is with rogues. It's very important that a tank can hold multi target agro, and from what I've seen the rogue tank is the least able to do this. Now against a single boss, yeah I prefer them over cleric, and maybe even warrior tank. But you throw a bunch of adds in, forget about it :/